Anic Equity¶

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Total return since start: 0.574 %¶

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Equity now: -----------------------------> 48086.0 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 45883.16 Kr¶

PnL: ---------------------------------------> -2339.09 Kr¶

DD now: ---------------------------------> -7.656 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 14:37:20.736161'

Anic Portfolio¶

Today¶

Return: -0.795 %¶

This Week¶

Return: -0.795 %¶

Total¶

Return: 57.421 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -10.700000 814.950000 116.950000 16.760000 698.000040
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Stillfront Group 38 -3.400000 701.100000 15.100000 2.200000 686.000016
Tobii Dynavox 109 -1.950000 2735.900000 13.900000 0.510000 2721.999993
Tietoevry 2 -1.570000 651.200000 13.200000 2.070000 638.000000
Vitec Software Group B 1 -2.130000 492.800000 7.800000 1.610000 485.000000
MEKO 13 -2.360000 1557.400000 3.400000 0.220000 1554.000006
G5 Entertainment 3 -0.940000 569.400000 -2.600000 -0.450000 572.000001
Mycronic 3 -3.140000 646.800000 -5.200000 -0.800000 651.999999
SKF A 3 -4.550000 585.600000 -7.400000 -1.250000 593.000001
ASSA ABLOY B 2 -1.650000 502.200000 -11.800000 -2.300000 514.000000
SKF B 3 -5.030000 583.800000 -12.200000 -2.050000 596.000001
Nordisk Bergteknik B 130 -3.630000 4147.000000 -17.000000 -0.410000 4163.999970
Embracer Group B 14 -5.520000 671.160000 -17.840000 -2.590000 689.000004
Fastighetsbolag. Emilshus Pref 21 -1.530000 540.750000 -21.250000 -3.780000 562.000005
ACQ Bure SPAC 36 -0.310000 3466.800000 -23.200000 -0.660000 3489.999984
Addnode Group B 6 -4.120000 684.600000 -24.400000 -3.440000 709.000002
Husqvarna A 7 -4.200000 606.200000 -26.800000 -4.230000 632.999997
Loomis 6 -2.610000 2013.600000 -29.400000 -1.440000 2043.000000
Avanza Bank Holding 2 -6.440000 479.200000 -31.800000 -6.220000 511.000000
Husqvarna B 7 -3.960000 608.160000 -31.840000 -4.980000 639.999997
Rejlers B 6 -2.770000 925.200000 -36.800000 -3.830000 961.999998
ITAB Shop Concept 56 -6.150000 649.600000 -41.400000 -5.990000 691.000016
Arion Banki SDB 61 -2.190000 655.140000 -41.860000 -6.010000 697.000030
Swedbank A 3 -4.140000 572.400000 -45.600000 -7.380000 618.000000
Norva24 Group 12 -1.890000 360.960000 -46.290000 -11.370000 407.250000
Lagercrantz Group B 5 -3.710000 557.500000 -49.500000 -8.150000 607.000000
Collector Bank 29 -7.120000 1180.880000 -53.120000 -4.300000 1233.999996
Dustin Group 18 -4.950000 608.760000 -61.240000 -9.140000 669.999996
Mips 1 -3.330000 467.500000 -61.500000 -11.630000 529.000000
Nordea Bank Abp 30 -4.150000 3695.400000 -67.600000 -1.800000 3762.999990
AFRY 3 -3.480000 515.700000 -79.300000 -13.330000 594.999999
Viaplay Group B 4 -6.260000 940.000000 -97.000000 -9.350000 1037.000000
Fastighetsbolaget Emilshus B 23 5.320000 569.020000 -125.980000 -18.130000 694.999993
RVRC Holding 17 -4.430000 542.980000 -140.020000 -20.500000 683.000007
Beijer Alma B 9 -4.060000 1787.400000 -166.600000 -8.530000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.160000 694.100000 -298.900000 -30.100000 992.999997
Camurus 16 -3.490000 3536.000000 -602.000000 -14.550000 4138.000000
TOTAL 45883.160000 -2339.090000 -7.65571% 48222.250041

Updated:¶

'2023-03-13 14:37:34.451953'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶